quarterly statement - TIAA-CREF

STATEMENT AS OF SEPTEMBER 30, 2011 OF THE TEACHERS INSURANCE and ANNUITY ASSOCIATION of AMERICA
Book/Adj
Carrying Value
Amortized Cost
Before Financial
Reporting Period
NOTES TO FINANCIAL STATEMENTS
Projected Cash
Flows
Recognized
Other-Than-
Temporary
Impairment
Amortized Cost
After Other-
Than-
Temporary
Impairment
Fair Value as of
Impairment
Date
Financial
Reporting
Period
CUSIP
225470H22 $ 829,081 $ 674,362 $ (154,719) $ 674,362 $ 930,776 6/30/2010
361849K84 7,525,132 4,018,985 (3,506,147) 4,018,985 4,018,985 6/30/2010
361849K92 7,623,154 --- * (7,623,154) --- 3,325,906 6/30/2010
361849S29 4,640,299 2,288,639 (2,351,660) 2,288,639 2,291,990 6/30/2010
36228CXK4 14,004,526 6,878,135 (7,126,391) 6,878,135 2,100,000 6/30/2010
3622MSAC6 935,442 768,560 (166,882) 768,560 450,000 6/30/2010
362332AT5 166,263 --- * (166,263) --- 2,198,895 6/30/2010
36298JAA1 27,099,044 24,822,176 (2,276,868) 24,822,176 12,400,025 6/30/2010
36298JAC7 5,139,995 1,949,799 (3,190,196) 1,949,799 1,200,000 6/30/2010
449670FA1 1,137,158 989,132 (148,026) 989,132 824,067 6/30/2010
46625M2W8 1,190,469 1,035,452 (155,017) 1,035,452 172,779 6/30/2010
46625M2Y4 304,618 148,459 (156,159) 148,459 166,916 6/30/2010
46625MQ85 1,454,205 1,055,723 (398,482) 1,055,723 129,182 6/30/2010
46625MQ93 263,036 --- * (263,036) --- 121,269 6/30/2010
46625MUJ6 3,233,936 2,328,338 (905,598) 2,328,338 915,605 6/30/2010
46625MZH5 1,098,149 973,556 (124,593) 973,556 600,519 6/30/2010
46625MZJ1 229,904 --- * (229,904) --- 480,692 6/30/2010
46625YC68 1,920,693 1,211,550 (709,143) 1,211,550 801,566 6/30/2010
46625YQ63 5,852,943 4,691,374 (1,161,569) 4,691,374 2,214,827 6/30/2010
46625YQ89 1,091,980 539,080 (552,900) 539,080 1,126,233 6/30/2010
46625YQ97 652,152 415,318 (236,834) 415,318 1,398,630 6/30/2010
46628FAU5 4,912,849 4,049,667 (863,182) 4,049,667 1,006,440 6/30/2010
46629GAQ1 3,896,818 3,365,021 (531,797) 3,365,021 1,352,515 6/30/2010
46629PAU2 2,702,265 690,309 (2,011,956) 690,309 983,460 6/30/2010
46629YAM1 13,707,049 8,592,792 (5,114,257) 8,592,792 6,450,580 6/30/2010
46630AAC2 688,305 577,839 (110,466) 577,839 595,000 6/30/2010
46630AAG3 354,138 345,685 (8,453) 345,685 360,000 6/30/2010
46631BAM7 9,824,117 7,639,563 (2,184,554) 7,639,563 3,573,100 6/30/2010
46631BAN5 20,305,019 5,730,812 (14,574,207) 5,730,812 8,501,437 6/30/2010
46631BAP0 3,520,588 2,243,276 (1,277,312) 2,243,276 3,436,631 6/30/2010
46632HAQ4 644,565 523,138 (121,427) 523,138 487,451 6/30/2010
46632HAR2 1,000,083 789,774 (210,309) 789,774 968,281 6/30/2010
50179AAM9 2,402,327 1,391,550 (1,010,777) 1,391,550 480,000 6/30/2010
50180CAM2 2,358,833 2,090,558 (268,275) 2,090,558 1,991,243 6/30/2010
50180JAK1 20,070,456 17,763,790 (2,306,666) 17,763,790 4,400,140 6/30/2010
50180JAL9 3,748,058 176,580 (3,571,478) 176,580 840,000 6/30/2010
50180JAM7 1,106,615 432,446 (674,169) 432,446 1,700,000 6/30/2010
50180JAR6 308,480 212,024 (96,456) 212,024 840,000 6/30/2010
52108HV76 5,010,652 4,725,295 (285,357) 4,725,295 1,674,835 6/30/2010
52108HZ80 4,919,590 1,306,664 (3,612,926) 1,306,664 1,793,141 6/30/2010
52108MDU4 2,403,634 1,590,363 (813,271) 1,590,363 977,760 6/30/2010
52108MGC1 4,348,789 3,833,542 (515,247) 3,833,542 923,270 6/30/2010
52108MGD9 4,934,933 577,539 (4,357,394) 577,539 497,400 6/30/2010
52108RCK6 6,079,350 2,445,872 (3,633,478) 2,445,872 853,528 6/30/2010
525221JV0 1,204,722 1,143,027 (61,695) 1,143,027 1,219,341 6/30/2010
52522HAL6 33,516,549 32,632,083 (884,466) 32,632,083 18,025,164 6/30/2010
53944MAC3 589,299 230,382 (358,917) 230,382 420,000 6/30/2010
55312TAH6 7,043,679 4,110,302 (2,933,377) 4,110,302 2,912,630 6/30/2010
55312VAR9 19,759,184 12,962,511 (6,796,673) 12,962,511 5,571,293 6/30/2010
55312YAJ1 1,059,807 891,680 (168,127) 891,680 2,550,000 6/30/2010
55313KAH4 9,999,723 8,754,244 (1,245,479) 8,754,244 4,566,120 6/30/2010
59023BAN4 1,021,114 1,018,056 (3,058) 1,018,056 770,000 6/30/2010
60687UAM9 3,361,402 2,705,553 (655,849) 2,705,553 1,074,526 6/30/2010
60687VAN5 32,425 27,267 (5,158) 27,267 749,891 6/30/2010
617451FW4 3,284,135 3,248,440 (35,695) 3,248,440 549,494 6/30/2010
61745M6T5 6,514,086 5,299,526 (1,214,560) 5,299,526 2,651,250 6/30/2010
61745MX57 2,849,974 2,608,523 (241,451) 2,608,523 1,120,443 6/30/2010
61749MAG4 108,945 92,067 (16,878) 92,067 345,736 6/30/2010
61750HAN6 2,178,763 1,209,245 (969,518) 1,209,245 753,703 6/30/2010
61750YAF6 32,430,105 32,248,898 (181,207) 32,248,898 26,973,444 6/30/2010
61751NAQ5 1,387,727 864,604 (523,123) 864,604 805,440 6/30/2010
61751NAR3 714,999 378,635 (336,364) 378,635 400,000 6/30/2010
61751XAJ9 3,806,023 1,176,416 (2,629,607) 1,176,416 2,239,730 6/30/2010
61751XAK6 991,153 807,197 (183,956) 807,197 2,016,340 6/30/2010
61751XAL4 287,819 225,267 (62,552) 225,267 687,532 6/30/2010
61754KAP0 2,678,454 2,541,397 (137,057) 2,541,397 3,684,741 6/30/2010
7.28